+215.7%
IEFA vs EIX
+114.4%
+101.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.1% | -1.6% |
| 7D | +1.2% | +0.9% | +0.3% | +0.8% |
| 30D | -0.6% | -13.5% | +13.0% | +1.6% |
| 3M | +6.2% | -15.3% | +21.5% | +8.9% |
| 6M | +11.2% | -15.3% | +26.5% | +13.8% |
| YTD | +14.2% | +2.7% | +11.4% | +11.0% |
| 1Y | +20.0% | +17.4% | +2.6% | +12.4% |
| 3Y | +68.8% | -1.3% | +70.1% | +62.4% |
| 5Y | +52.7% | +27.2% | +25.5% | +35.5% |
| 10Y | +144.2% | +22.7% | +121.5% | +108.8% |
| All | +215.7% | +114.4% | +101.2% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling